4UBF.DE vs. JER5.DE
4UBF.DE (UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc) and JER5.DE (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) are both European Corporate Bonds funds - 4UBF.DE tracks the Bloomberg MSCI Euro Area Liquid Corporates Sustainable while JER5.DE tracks the JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG). Both are passively managed. Over the past 5 years, 4UBF.DE returned -0.23%/yr vs 1.14%/yr for JER5.DE. Their correlation of 0.83 suggests significant overlap in exposure. 4UBF.DE charges 0.13%/yr vs 0.04%/yr for JER5.DE.
Performance
4UBF.DE vs. JER5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 4UBF.DE achieves a 0.73% return, which is significantly higher than JER5.DE's 0.48% return.
4UBF.DE
- 1D
- 0.12%
- 1M
- 0.81%
- YTD
- 0.73%
- 6M
- 0.31%
- 1Y
- 2.01%
- 3Y*
- 4.95%
- 5Y*
- -0.23%
- 10Y*
- —
JER5.DE
- 1D
- 0.06%
- 1M
- 0.62%
- YTD
- 0.48%
- 6M
- 0.41%
- 1Y
- 2.07%
- 3Y*
- 4.31%
- 5Y*
- 1.14%
- 10Y*
- —
4UBF.DE vs. JER5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
4UBF.DE UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc | 0.73% | 3.23% | 4.51% | 8.22% | -15.67% | -0.28% |
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 0.48% | 3.43% | 4.31% | 6.22% | -7.82% | -0.24% |
Correlation
The correlation between 4UBF.DE and JER5.DE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2021 | 0.83 |
Over the past year, the correlation between 4UBF.DE and JER5.DE has dropped to 0.61 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
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Return for Risk
4UBF.DE vs. JER5.DE — Risk / Return Rank
4UBF.DE
JER5.DE
4UBF.DE vs. JER5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc (4UBF.DE) and JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| 4UBF.DE | JER5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.21 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.69 | 1.04 | -0.35 |
| Martin ratioReturn relative to average drawdown | 2.30 | 3.74 | -1.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 4UBF.DE | JER5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 1.05 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.44 | -0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | 0.39 | -0.43 |
Drawdowns
4UBF.DE vs. JER5.DE - Drawdown Comparison
The maximum 4UBF.DE drawdown since its inception was -19.99%, which is greater than JER5.DE's maximum drawdown of -10.17%. Use the drawdown chart below to compare losses from any high point for 4UBF.DE and JER5.DE.
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Drawdown Indicators
| 4UBF.DE | JER5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.99% | -10.17% | -9.82% |
Max Drawdown (1Y)Largest decline over 1 year | -2.88% | -1.98% | -0.90% |
Max Drawdown (3Y)Largest decline over 3 years | -2.88% | -1.98% | -0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -19.99% | -10.17% | -9.82% |
Current DrawdownCurrent decline from peak | -2.81% | -0.46% | -2.35% |
Average DrawdownAverage peak-to-trough decline | -8.54% | -2.25% | -6.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 0.55% | +0.32% |
Volatility
4UBF.DE vs. JER5.DE - Volatility Comparison
UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc (4UBF.DE) has a higher volatility of 1.25% compared to JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) at 0.58%. This indicates that 4UBF.DE's price experiences larger fluctuations and is considered to be riskier than JER5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 4UBF.DE | JER5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | 0.58% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 3.11% | 1.73% | +1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.67% | 1.96% | +1.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.08% | 2.55% | +2.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.02% | 3.10% | +1.92% |
4UBF.DE vs. JER5.DE - Expense Ratio Comparison
4UBF.DE has a 0.13% expense ratio, which is higher than JER5.DE's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
4UBF.DE vs. JER5.DE - Dividend Comparison
Neither 4UBF.DE nor JER5.DE has paid dividends to shareholders.
Frequently Asked Questions
4UBF.DE and JER5.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JER5.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JER5.DE is cheaper with a 0.04% expense ratio, compared with 0.13% for 4UBF.DE.
4UBF.DE tracks Bloomberg MSCI Euro Area Liquid Corporates Sustainable, while JER5.DE tracks JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG). They also come from different issuers: UBS and JPMorgan. Their fees differ too: 0.13% for 4UBF.DE and 0.04% for JER5.DE.
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